Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48302.8 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46101.5 Kr¶

PnL: ---------------------------------------> -2120.75 Kr¶

DD now: ---------------------------------> -7.239 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:49:54.727605'

Anic Portfolio¶

Today¶

Return: -0.348 %¶

This Week¶

Return: -0.348 %¶

Total¶

Return: 58.131 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.270000 828.000000 130.000000 18.620000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Tobii Dynavox 109 -1.430000 2750.620000 28.620000 1.050000 2721.999993
Stillfront Group 38 -2.250000 709.460000 23.460000 3.420000 686.000016
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.610000 495.400000 10.400000 2.140000 485.000000
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
G5 Entertainment 3 -0.100000 574.200000 2.200000 0.380000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF A 3 -4.060000 588.600000 -4.400000 -0.740000 593.000001
SKF B 3 -4.270000 588.450000 -7.550000 -1.270000 596.000001
ASSA ABLOY B 2 -1.370000 503.600000 -10.400000 -2.020000 514.000000
Embracer Group B 14 -4.540000 678.090000 -10.910000 -1.580000 689.000004
Addnode Group B 6 -3.030000 692.400000 -16.600000 -2.340000 709.000002
Avanza Bank Holding 2 -3.550000 494.000000 -17.000000 -3.330000 511.000000
Husqvarna A 7 -3.980000 607.600000 -25.400000 -4.010000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Loomis 6 -2.610000 2013.600000 -29.400000 -1.440000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Husqvarna B 7 -3.780000 609.280000 -30.720000 -4.800000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Collector Bank 29 -5.580000 1200.460000 -33.540000 -2.720000 1233.999996
Lagercrantz Group B 5 -1.470000 570.500000 -36.500000 -6.010000 607.000000
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -3.340000 577.200000 -40.800000 -6.600000 618.000000
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -1.780000 475.000000 -54.000000 -10.210000 529.000000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Nordea Bank Abp 30 -4.360000 3687.600000 -75.400000 -2.000000 3762.999990
AFRY 3 -3.710000 514.500000 -80.500000 -13.530000 594.999999
Viaplay Group B 4 -5.700000 945.600000 -91.400000 -8.810000 1037.000000
RVRC Holding 17 -3.350000 549.100000 -133.900000 -19.600000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fastighetsbolaget Emilshus B 23 -1.230000 533.600000 -161.400000 -23.220000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.230000 3545.600000 -592.400000 -14.320000 4138.000000
TOTAL 46101.500000 -2120.750000 -7.23937% 48222.250041

Updated:¶

'2023-03-13 15:50:08.592300'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶